Stochastic invariance of closed sets with non-Lipschitz coefficients (Q1999922): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(4 intermediate revisions by 4 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2503623449 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1607.08717 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic invariance of closed sets for jump-diffusions with non-Lipschitz coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterization of Stochastic Viability of Any Nonsmooth Set Involving Its Generalized Contingent Curvature / rank
 
Normal rank
Property / cites work
 
Property / cites work: Set-valued analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4227203 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A geometric characterization of viable sets for controlled degenerate diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal control. The discrete time case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equivalent and absolutely continuous measure changes for jump-diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small time path behavior of double stochastic integrals and applications to stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: The multi-dimensional super-replication problem under gamma constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes on positive semidefinite matrices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomial processes and their applications to mathematical finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariance of stochastic control systems with deterministic arguments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic viability of convex sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4263612 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4131410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3721531 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomial diffusions and applications in finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine Diffusion Processes: Theory and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086525 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3959169 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Polynomial diffusions on compact quadric sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4522393 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Elimination Matrix: Some Lemmas and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On strong solutions for positive definite jump diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Variational Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine Diffusions with Non-Canonical State Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5670045 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862204 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 18:13, 19 July 2024

scientific article
Language Label Description Also known as
English
Stochastic invariance of closed sets with non-Lipschitz coefficients
scientific article

    Statements

    Stochastic invariance of closed sets with non-Lipschitz coefficients (English)
    0 references
    0 references
    0 references
    0 references
    27 June 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential equation
    0 references
    stochastic invariance
    0 references
    affine diffusions
    0 references
    polynomial diffusions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references